One trade, start to finish
Everything from the tutorial — the level, the signal, the sizing, the stop, the R math — on one chart, one candle at a time. Use the buttons (or autoplay) to step through the trade exactly as it would unfold. Prices are hypothetical; the process is the lesson.
| Date | Ticker | Setup | L/S | Entry | Stop | Exit | R | Rules? |
|---|---|---|---|---|---|---|---|---|
| 07-30 | XYZ | Hammer @ PDL | L | 98.18 | 97.80 | 98.94 | +2.0R | ✓ yes |
THE OTHER TIMELINE · Same trade, losing day
Here the pullback candle keeps going: 97.80 trades, you’re out at −1.0R ($50), no debate, no averaging down. Identical process, identical log row quality. On a 45% win rate with 2R winners, this loser is just tuition the winners already paid for. The plan only fails when you don’t follow it.
Everything was decided before entry
Entry trigger, stop, target, and share count were all written while flat. During the trade there were zero decisions left — only execution.
The near-stop moment is the whole game
Candle 9 came within 10 cents of the stop. Every instinct says “get out” or “move the stop.” The plan says: the idea isn’t wrong until 97.80 trades. Sitting still is a skill — practice it in replay first.
One trade proves nothing
This one made +2R. The losing version costs −1R with the same process. Neither matters alone — only the expectancy across 100 logged trades does. That’s what the trade log measures.
This page assumes Parts 01–07
The tutorial builds every idea used here: candle anatomy, wick logic, the eight patterns, levels, position sizing, and the testing method.
Start the free tutorial →